Fuzzy Regression with Quadratic Programming: An Application to Financial Data

  • Sergio Donoso
  • Nicolás Marín
  • M. Amparo Vila
Conference paper
Part of the Lecture Notes in Computer Science book series (LNCS, volume 4224)


The fuzzy approach to regression has been traditionally considered as a problem of linear programming. In this work, we introduce a variety of models founded on quadratic programming together with a set of indices useful to check the quality of the obtained results. In order to test the validness of our proposal, we have done an empirical study and we have applied the models in a case with financial data: the Chilean COPEC Company stock price.


Membership Function Fuzzy Number Stock Price Central Tendency Fuzzy Regression 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


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Copyright information

© Springer-Verlag Berlin Heidelberg 2006

Authors and Affiliations

  • Sergio Donoso
    • 1
  • Nicolás Marín
    • 2
  • M. Amparo Vila
    • 2
  1. 1.UTEM – Santiago de ChileChile
  2. 2.Dept. of Computer Science and A. I.University of GranadaGranadaSpain

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